Finite horizon approximations of infinite horizon linear programs
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Cites work
- Computing Optimal Solutions for Infinite-Horizon Mathematical Programs with a Transient Stage
- Convex Analysis
- Duality overlap in infinite linear programs
- Duality Theory for Infinite Horizon Convex Models
- scientific article; zbMATH DE number 3513550 (Why is no real title available?)
- scientific article; zbMATH DE number 3420462 (Why is no real title available?)
- Infinite-Horizon Optimality in an Equipment Replacement and Capacity Expansion Model
- Linear Programming Solutions for Separable Markovian Decision Problems
- Longitudinal manpower planning models
- Optimal Control of a Graded Manpower System
Cited in
(17)- Introducing realistic savings patterns in intertemporal models
- Stationary dual prices and depreciation
- A note on the economics of exhaustible resources under production capacity constraints
- Duality in infinite dimensional linear programming
- Finite dimensional approximation in infinite dimensional mathematical programming
- A criterion for time aggregation in intertemporal dynamic models
- Optimal vintage capital utilisation. Supportability conditions
- Approximate receding horizon approach for Markov decision processes: average reward case
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs
- Approximating infinite horizon stochastic optimal control in discrete time with constraints
- A combined stochastic programming and optimal control approach to personal finance and pensions
- Circumventing the Slater conundrum in countably infinite linear programs
- A simplex algorithm for minimum-cost network-flow problems in infinite networks
- Convex infinite horizon programs
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
- Duality in convex minimum cost flow problems on infinite networks and hypernetworks
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